+69.0%
EWZ vs BBAI
-70.8%
+139.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | +6.5% | -4.3% | +10.8% | +6.6% |
| 30D | +4.8% | -3.6% | +8.5% | +4.9% |
| 3M | +9.9% | -38.8% | +48.7% | +10.7% |
| 6M | +1.9% | -23.8% | +25.7% | +2.2% |
| YTD | +20.3% | -45.9% | +66.2% | +21.1% |
| 1Y | +35.6% | -40.8% | +76.4% | +36.2% |
| 3Y | +43.4% | +69.8% | -26.3% | +40.6% |
| 5Y | +55.9% | -70.3% | +126.3% | +51.0% |
| All | +69.0% | -70.8% | +139.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling